Examinando por Autor "Rodríguez Arango, Eliana Catalina"
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Ítem Riesgo de contagio en el mercado interbancario colombiano ante choques de liquidez. Un estudio de redes(Universidad EAFIT, 2024) Rodríguez Arango, Eliana Catalina; Peña Higuavita, Germán AdolfoTheoretically, a financial system that is highly concentrated due to the level of interbank transactions carried out by a group of agents is more sensitive to the so-called “contagion risk”, given that the distribution of liquidity will be less efficient. From this situation arises the purpose of this research: analyze the structure of the interbank market in Colombia and determine the risk of contagion in the event of liquidity shocks. For this purpose, by applying graph theory and using Graph Machine Learning, based on overnight interbank transactions performed by 28 commercial banks between January 2018 and December 2019, and between January 2021 and December 2022, it is expected to determine how concentrated the Colombian interbank market is and its resilience in stress periods.